-95.2%
SNDQ vs AJG
+9.5%
-104.7%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -1.2% | +8.1% | +11.8% |
| 7D | +11.6% | -8.3% | +19.9% | +55.6% |
| 30D | -45.1% | -5.7% | -39.4% | -31.0% |
| 3M | -68.6% | +9.1% | -77.7% | -69.0% |
| All | -95.2% | +9.5% | -104.7% | -95.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AJG.
Daily Out/Under-Performance
Portfolio return minus AJG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AJG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded AJG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · Available span rolling